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Hassler, Uwe and Breitung, Jörg (2002):
A Residual-Based LM Test for Fractional Cointegration.
114In: Darmstadt Discussion Papers in Economics, Darmstadt, [Online-Edition: http://econstor.eu/bitstream/10419/84848/1/ddpie_114.pdf],
[Report]

Hassler, Uwe and Breitung, Jörg (2002):
A Residual-Based LM Test for Fractional Cointegration.
114In: Darmstadt Discussion Papers in Economics, Darmstadt, [Online-Edition: http://tuprints.ulb.tu-darmstadt.de/4813],
[Report]

Breitung, Jörg and Hassler, Uwe (2002):
Inference on the cointegration rank in fractionally integrated processes.
In: Journal of econometrics, 110pp. 167-185, [Article]

Hassler, Uwe and Breitung, Jörg (2002):
A Residual LM test for fractional cointegration.
114Darmstadt, Technische Universität, [Book]

This list was generated on Tue Aug 11 02:36:48 2020 CEST.